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Report NEP-ETS-2013-11-09
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Ladislav Kristoufek, 2013, "Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series," Papers, arXiv.org, number 1311.0657, Nov.
- Item repec:cor:louvrp:-2013 is not listed on IDEAS anymore
- Nikolay Gospodinov & Damba Lkhagvasuren, 2013, "A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2013-05, Sep.
- Christensen, Bent Jesper & Kruse, Robinson & Sibbertsen, Philipp, 2013, "A unified framework for testing in the linear regression model under unknown order of fractional integration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-519, Oct.
- Cagnone, Silvia & Bartolucci, Francesco, 2013, "Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data," MPRA Paper, University Library of Munich, Germany, number 51037, Oct.